+4.9%
QBTS vs CAG
-43.7%
+48.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +0.8% |
| 7D | +2.6% | -1.8% | +4.4% | +2.2% |
| 30D | -22.5% | +9.7% | -32.2% | -19.8% |
| 3M | -47.4% | +0.5% | -47.8% | -46.8% |
| 6M | -55.7% | +8.9% | -64.6% | -53.7% |
| YTD | -59.3% | -8.4% | -50.9% | -59.3% |
| 1Y | -63.3% | -8.3% | -55.0% | -63.2% |
| 3Y | +1,379.2% | -36.1% | +1,415.3% | +1,247.6% |
| 5Y | +8.3% | -40.1% | +48.5% | -9.9% |
| All | +4.9% | -43.7% | +48.6% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling